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Assume you manage a risky portfolio with an expected rate of return of 17%, and a standard deviation of 27%. The T-Bill rate is 7%.

Assume you manage a risky portfolio with an expected rate of return of 17%, and a standard deviation of 27%. The T-Bill rate is 7%. If your client chooses to invest 70% of a portfolio in your bond and 30% in a T-bill money market fund, what is the standard deviation of the client's portfolio? (Answer should be in the form XX.X%) (Chapter 5)

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